E-mini S&P 500 Future March 2023

Trading Metrics calculated at close of trading on 24-Oct-2022

Day Change Summary
	Previous	Current
	21-Oct-2022	24-Oct-2022	Change	Change %	Previous Week
Open	3,713.25	3,807.00	93.75	2.5%	3,622.50
High	3,803.25	3,853.00	49.75	1.3%	3,807.75
Low	3,670.00	3,768.00	98.00	2.7%	3,620.50
Close	3,794.75	3,841.00	46.25	1.2%	3,794.75
Range	133.25	85.00	-48.25	-36.2%	187.25
ATR	101.91	100.70	-1.21	-1.2%	0.00
Volume	7,733	5,753	-1,980	-25.6%	17,780

Daily Pivots for day following 24-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,075.75	4,043.25	3,887.75
R3	3,990.75	3,958.25	3,864.50
R2	3,905.75	3,905.75	3,856.50
R1	3,873.25	3,873.25	3,848.75	3,889.50
PP	3,820.75	3,820.75	3,820.75	3,828.75
S1	3,788.25	3,788.25	3,833.25	3,804.50
S2	3,735.75	3,735.75	3,825.50
S3	3,650.75	3,703.25	3,817.50
S4	3,565.75	3,618.25	3,794.25

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	4,302.75	4,236.00	3,897.75
R3	4,115.50	4,048.75	3,846.25
R2	3,928.25	3,928.25	3,829.00
R1	3,861.50	3,861.50	3,812.00	3,895.00
PP	3,741.00	3,741.00	3,741.00	3,757.75
S1	3,674.25	3,674.25	3,777.50	3,707.50
S2	3,553.75	3,553.75	3,760.50
S3	3,366.50	3,487.00	3,743.25
S4	3,179.25	3,299.75	3,691.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,853.00	3,670.00	183.00	4.8%	95.25	2.5%	93%	True	False	4,228
10	3,853.00	3,530.25	322.75	8.4%	105.00	2.7%	96%	True	False	4,336
20	3,853.00	3,530.25	322.75	8.4%	105.75	2.8%	96%	True	False	3,842
40	4,194.25	3,530.25	664.00	17.3%	96.50	2.5%	47%	False	False	2,836
60	4,373.50	3,530.25	843.25	22.0%	85.25	2.2%	37%	False	False	2,031
80	4,373.50	3,530.25	843.25	22.0%	82.50	2.1%	37%	False	False	1,566

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,214.25
2.618	4,075.50
1.618	3,990.50
1.000	3,938.00
0.618	3,905.50
HIGH	3,853.00
0.618	3,820.50
0.500	3,810.50
0.382	3,800.50
LOW	3,768.00
0.618	3,715.50
1.000	3,683.00
1.618	3,630.50
2.618	3,545.50
4.250	3,406.75

Fisher Pivots for day following 24-Oct-2022
Pivot	1 day	3 day
R1	3,830.75	3,814.50
PP	3,820.75	3,788.00
S1	3,810.50	3,761.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols